I also need this same information.  I followed the 4 steps as you instructed however after I did Step 4 "Apply", all it did was limit the number of invoices shown on the list specific to the vendor I selected.  When the report is run in Excel there are no actual copies of the attachments (just a column that says the number of attachments).  How do you run the report to see the actual attachments (pdf/jpeg,etc.) associated with the expense?